Description

Standardizes the columns of a high-dimensional design matrix to mean zero
and unit Euclidean norm.

Usage

1

Arguments

X

A design matrix to be standardized.

Details

Performs a location and scale transform to the columns of the original
design matrix, so that the resulting design matrix with p-dimensional
observations \{x_i : i=1,...,n\} of the form
x_i=(x_{i1},x_{i2},...,x_{ip}) satisfies ∑_{i=1}^{n} x_{ij} =
0 and ∑_{i=1}^{n} x_{ij}^{2} = 1 for j=1,...,p.